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COMBINED FIXED POINT AND POLICY ITERATION FOR HAMILTON-JACOBI-BELLMAN EQUATIONS IN FINANCE.

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Title: COMBINED FIXED POINT AND POLICY ITERATION FOR HAMILTON-JACOBI-BELLMAN EQUATIONS IN FINANCE.
Authors: HUANG, Y.1, yqhuang@ecemail.uwaterloo.ca, FORSYTH, P. A.2, paforsyt@uwaterloo.ca, LABAHN, G.2, glabahn@uwaterloo.ca
Source: SIAM Journal on Numerical Analysis; 2012, Vol. 50 Issue 4, p1861-1882, 22p
Database: Applied Science & Technology Source
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DbLabel: Applied Science & Technology Source
An: 83287414
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
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  Data: COMBINED FIXED POINT AND POLICY ITERATION FOR HAMILTON-JACOBI-BELLMAN EQUATIONS IN FINANCE.
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  Data: <searchLink fieldCode="AU" term="%22HUANG%2C+Y%2E%22">HUANG, Y.</searchLink><relatesTo>1</relatesTo>, <i>yqhuang@ecemail.uwaterloo.ca</i><br /><searchLink fieldCode="AU" term="%22FORSYTH%2C+P%2E+A%2E%22">FORSYTH, P. A.</searchLink><relatesTo>2</relatesTo>, <i>paforsyt@uwaterloo.ca</i><br /><searchLink fieldCode="AU" term="%22LABAHN%2C+G%2E%22">LABAHN, G.</searchLink><relatesTo>2</relatesTo>, <i>glabahn@uwaterloo.ca</i>
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=83287414
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1137/100812641
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 22
        StartPage: 1861
    Titles:
      – TitleFull: COMBINED FIXED POINT AND POLICY ITERATION FOR HAMILTON-JACOBI-BELLMAN EQUATIONS IN FINANCE.
        Type: main
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            NameFull: HUANG, Y.
      – PersonEntity:
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            NameFull: FORSYTH, P. A.
      – PersonEntity:
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            NameFull: LABAHN, G.
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              Text: 2012
              Type: published
              Y: 2012
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              Value: 00361429
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              Value: 50
            – Type: issue
              Value: 4
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            – TitleFull: SIAM Journal on Numerical Analysis
              Type: main
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